Chapter three studies the model of American option pricing.
第三章研究美式期权的定价模型。
In this paper, We study American option pricing by using the continuity algorithm for linear complementarity Problem.
本文利用连续性方法，得到了一类半线性椭圆方程第一边值问题在环形域上任向对称正解的存在性。
Up to now, the American option transactions are the most popular in the current financial market, thus, the research on American option pricing is particularly important.
目前在金融市场上交易的期权大部分是美式期权，因此对美式期权的定价研究工作就显得尤为重要。
This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
The pricing of the American option is one of the most important questions in financial statistics.
美式期权的定价问题是当前金融统计学面临的重要研究课题之一。
The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
美式期权的路径依赖特征导致了其定价的复杂性，并使得美式看涨、看跌期权之间的定价原理差异较大。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
In this paper, the pricing of American option in infinite time and optimal expiration time are given.
该文给出了无限期美式期权的定价公式以及最优实施期。
The pricing problem of the American Put option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
Belonging to the American-to-equity options, and the American option has been difficult to accurate pricing for its analytical solution.
转股权属于美式期权，而美式期权一直难有精确解析解为其定价。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
本文通过对类似于美式期权的实物期权的执行价格的特征进行分析，并运用几何布朗运动对其进行了描述。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
本文通过对类似于美式期权的实物期权的执行价格的特征进行分析，并运用几何布朗运动对其进行了描述。
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